Education

2014 - 2017 PhD in Mathematics, Technische Universität Berlin 
 
  • Thesis: Model uncertainty, improved Fréchet-Hoeffding bounds and applications in mathematical finan

in 2016

 

Research stay abroad, Ecole Nationale de la Statistique et de l'Administration Economique (ENSAE) Paris

 
2015 - present Gender Studies, Technische Universität Berlin
 
  • Qualification programme: Gender pro MINT
  • Areas of training: Gender and diversity in natural sciences, science studies
2010 - 2013 MSc in Mathematics, Technische Universität Berlin 
 
  • Majors: Probability theory, mathematical finance, functional analysis, econometrics
  • Minors: Computer science, logic
in 2008 Study abroad in Economics, RMIT Melbourne
 
  • Major: International economics
2006 - 2009 BA in International Business, University of Applied Sciences Cologne 
 
  • Major: Quantitative methods and statistics
  • Minor: International economics

Professional Experience

9/2017 - present

 

Quantitative Analyst, Helvetia Insurance Group, St. Gallen

 
1/2017 - 8/2017 Post-doctoral researcher, Vrije Universiteit Brussel
 
  • Research in probability and mathematical finance
2011 - 2013 Quantitative analyst, Kliegel & Hafner AG, Berlin
 
  • Model validation and stress-testing of risk indicators and option pricing models
  • Analytics for financial high-frequency data (big data)
  • Quantitative development in Java, Matlab, C#, MS- and MySQL, Visual Basic
2009 - present Independent consultant and developer
 
  • Development of  Java, Matlab, C# applications for financial data analysis
  • Consultant in quantitative finance and risk management
2009 - 2011 In-house consultant - quantitative research, ZitelmannPB, Berlin (Germany)
 
  • In-house consulting on risk management and capital requirement regulations (Solvency II, Basel II, MaRisk)
  • Development of a company-wide data management system in MS Access, Outlook, Excel and Visual Basic
  • Financial data analytics in Matlab and R
2008 - 2009 Team leader and founding member, CIBCO Consulting e.V., Cologne 
 
  • Managing strategic consulting projects for SMEs
2006 - 2009 Trainee in data science, Risk Consulting Prof. Dr. Weyer GmbH, Cologne
 
  • Data mining and risk analysis of insurance data in SPSS, MySQL and MS Excel
in 2006 Office Clerk, OnTime Automotive, Fenny Compton

Awards and Memberships

2014 - present

Outright scholarship of the Research Training Group 1845, Stochastic Analysis with Applications in Biology, Finance and Physics, link: RTG.

 
 
2014 - present

Member of the Berlin Mathematical School, link: BMS

 
 
2014 - 2015 Member of the PROCOPE research project, Financial Markets in transition: mathematical models and challenges, link: PROCOPE

 

Further Information

Languages

German (native), English (fluent), French (proficient), Hebrew (proficient).

 
 
Programming

Professional: Matlab, Java, MySQL, MS SQL, Visual Basic, LaTex

Advanced: Python, C#
 
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